Details about Szymon Borak
Access statistics for papers by Szymon Borak.
Last updated 2011-04-17. Update your information in the RePEc Author Service.
Short-id: pbo287
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Journal Articles Software Items
Working Papers
2007
- Time Series Modelling with Semiparametric Factor Dynamics
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (43)
2006
- Convenience Yields for CO2 Emission Allowance Futures Contracts
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (43)
2005
- DSFM fitting of Implied Volatility Surfaces
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (2)
- FFT Based Option Pricing
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (8)
- Stable Distributions
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (37)
Journal Articles
Software Items
2010
- STABLECULL: MATLAB function to estimate stable distribution parameters using the quantile method of McCulloch
Statistical Software Components, Boston College Department of Economics
- STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis
Statistical Software Components, Boston College Department of Economics
- STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams
Statistical Software Components, Boston College Department of Economics
View citations (1)